+70.6%
CDW vs INCY
+23.5%
+47.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | +2.6% | -0.5% | +3.0% | +2.6% |
| 30D | +20.4% | +9.8% | +10.6% | +20.3% |
| 3M | +28.5% | +1.0% | +27.5% | +28.9% |
| 6M | +70.6% | +21.9% | +48.7% | +81.0% |
| All | +70.6% | +23.5% | +47.1% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling